-2.9%
ADSK vs WCC
+130.1%
-133.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.7% | -3.4% | -0.2% |
| 7D | -2.5% | +1.5% | -4.1% | -2.8% |
| 30D | -14.9% | -2.1% | -12.7% | -14.8% |
| 3M | +3.3% | +3.8% | -0.5% | +2.0% |
| 6M | -15.7% | +35.0% | -50.6% | -22.6% |
| YTD | -28.2% | +46.4% | -74.6% | -35.9% |
| 1Y | -34.5% | +63.0% | -97.5% | -43.5% |
| 3Y | -2.9% | +133.9% | -136.8% | -28.8% |
| All | -2.9% | +130.1% | -133.0% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded WCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling